Time series analysis of cryptocurrency returns and volatilities
Year of publication: |
2021
|
---|---|
Authors: | Malladi, Rama K. ; Dheeriya, Prakash L. |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 45.2021, 1, p. 75-94
|
Subject: | Asset management | Alternative investments | Digital currency | Cryptocurrency | Bitcoin | ripple | BTC | XRP | economic uncertainty index | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Elektronisches Geld | Electronic money |
-
Catania, Leopoldo, (2019)
-
Bitcoin is not the new gold : a comparison of volatility, correlation, and portfolio performance
Klein, Tony, (2018)
-
Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed, (2023)
- More ...
-
Preparing for higher inflation : Portfolio solutions using U.S. equities
Parikh, Harsh, (2019)
-
The liquidity, performance and investor preference of socially responsible investments
Brodmann, Jennifer, (2021)
-
Foreign direct investment and financial markets influences : results from the United States
Yavas, Burhan F., (2020)
- More ...